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"Fast binomial procedures for pricing Parisian/ParAsian options."

Marcellino Gaudenzi, Antonino Zanette (2017)

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DOI: 10.1007/S10287-017-0278-5

access: closed

type: Journal Article

metadata version: 2022-10-02

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Marcellino Gaudenzi, Antonino Zanette:
Fast binomial procedures for pricing Parisian/ParAsian options. Comput. Manag. Sci. 14(3): 313-331 (2017)

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